+94.2%
JEPI vs UVXY
-100.0%
+194.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.5% | +0.2% |
| 7D | -1.0% | +2.8% | -3.8% | -0.8% |
| 30D | -1.4% | -11.4% | +9.9% | -2.2% |
| 3M | +3.5% | -41.5% | +45.1% | +0.1% |
| 6M | +1.9% | -61.0% | +63.0% | -3.5% |
| YTD | +4.4% | -49.8% | +54.3% | +1.4% |
| 1Y | +7.2% | -66.4% | +73.6% | +2.0% |
| 3Y | +29.8% | -94.8% | +124.5% | +18.3% |
| 5Y | +41.7% | -99.7% | +141.4% | +13.8% |
| All | +94.2% | -100.0% | +194.1% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UVXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling